(US$ Million)

Merchant

Inter-bank

FCY/INR

FCY/FCY

FCY/ INR

FCY/FCY

Spot

Forward

Forward

Spot

Forward

Forward

Spot

Swap

Forward

Spot

Swap

Forward

Cancel-

Cancel-

Position Date

lation

lation

1

2

3

4

5

6

7

8

9

10

11

12

13

Purchases

Nov.

22, 1999

337

167

34

29

24

21

399

539

70

375

106

47

Nov.

23, 1999 +

Nov.

24, 1999

316

126

98

20

46

19

659

463

72

463

164

46

Nov.

25, 1999

343

76

48

20

10

5

478

614

61

464

57

15

Nov.

26, 1999

379

154

192

24

30

22

454

839

106

423

254

41

Sales

Nov.

22, 1999

348

117

49

36

25

23

388

477

60

429

119

46

Nov.

23, 1999 +

Nov.

24, 1999

356

180

26

24

59

22

801

416

72

524

119

43

Nov.

25, 1999

204

151

23

14

13

5

527

391

57

481

96

17

Nov.

26, 1999

355

375

30

20

52

33

484

878

98

436

294

34

FCY : Foreign Currency INR : Indian Rupees. + : Market closed.

Note : Data relate to sales and purchases of foreign exchange on account of merchant and inter-bank transactions.